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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"Bayes-Statistik"
~subject:"Stochastic process"
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Caporin, Massimiliano
Koopman, Siem Jan
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McAleer, Michael
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Dijk, Herman K. van
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Asai, Manabu
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Bos, Charles S.
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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